Bart van der Grient

Robeco Quantitative Investments

Bart van der Grient

Weena 850

3014 DA Rotterdam

Netherlands

http://www.robeco.com

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 7,940

SSRN RANKINGS

Top 7,940

in Total Papers Downloads

10,564

SSRN CITATIONS
Rank 20,565

SSRN RANKINGS

Top 20,565

in Total Papers Citations

46

CROSSREF CITATIONS

16

Scholarly Papers (5)

1.

Unknown Unknowns: Uncertainty About Risk and Stock Returns

Journal of Financial and Quantitative Analysis, 53(4), p.1615-1651, 2018. , Journal of Financial and Quantitative Analysis, 53(4), p.1615-1651, 2018.
Number of pages: 76 Posted: 20 Mar 2012 Last Revised: 29 Nov 2021
Guido Baltussen, Sjoerd van Bekkum and Bart van der Grient
Erasmus University Rotterdam (EUR), Erasmus University and Robeco Quantitative Investments
Downloads 2,915 (8,269)
Citation 24

Abstract:

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asset pricing, stock returns, uncertainty

2.

Reversing the Trend of Short-Term Reversal

Number of pages: 19 Posted: 16 Oct 2023
David Blitz, Bart van der Grient and Iman Honarvar
Robeco Quantitative Investments, Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads 2,229 (12,786)

Abstract:

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Asset pricing, short-term reversal, momentum, factor investing, market efficiency, liquidity

3.

Exploiting Option Information in the Equity Market

Financial Analyst Journal 68(4), p. 56–72, 2012.
Number of pages: 39 Posted: 08 Feb 2012 Last Revised: 29 Nov 2021
Erasmus University Rotterdam (EUR), Robeco Quantitative Investments, Robeco Asset Management, Robeco Asset Management and Rabobank International, Netherlands
Downloads 2,155 (13,398)

Abstract:

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stock selection, behavioral finance, alpha strategies, equity returns, option markets, stock markets, information spillover, asset pricing

4.

Is the Relation between Volatility and Expected Stock Returns Positive, Flat or Negative?

Number of pages: 25 Posted: 08 Jul 2011
Pim van Vliet, David Blitz and Bart van der Grient
Robeco Quantitative Investments, Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads 1,955 (15,578)
Citation 7

Abstract:

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5.

Fundamental Indexation: Rebalancing Assumptions and Performance

Journal of Index Investing, Vol. 1, No. 2, pp. 82-88, 2010
Number of pages: 15 Posted: 25 Mar 2010 Last Revised: 30 Sep 2010
David Blitz, Bart van der Grient and Pim van Vliet
Robeco Quantitative Investments, Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads 1,310 (28,764)
Citation 1

Abstract:

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Indexation, Fundamental Indexing, Alternative Beta, Value Premium, Capitalization Weighting, Non-Cap Based Indexing, Portfolio Construction, Rebalancing